股票助手接口文档
CITICs_KC股票交易接口..
中信证券集中交易系统客户端接口 CITICs_KCBPCli 开发手册研制单位 项目名称 文档名称 文档状态 提 审 交 批中信证券股份有限公司 中信证券集中交易系统开发项目 CITICs_KCBPCli 手册 草稿 完成应用单位 项目编号 文档编号 文档版本 提交日期 审批日期中信证券1.05 2009 年 7 月 23 日中信证券集中交易系统项目中信证券集中交易系统接口开发手册修改记录文档版本 1.01文档状态 Created Modified Modified修订日期 2009-02-18 2009-2-25 2009-3-09 2009-4-09修订作者 马庆海 马庆海 马庆海 方兴修订内容 附 1.1.9 交易行为：增加“ZE-债券分销”代码 3.3.18 成交增量查询调整。
3.3.18 成交增量查询备注信息调整。
3.3.19 增加 ETF 股票篮交易接口 股份报价转让业务: 3.3.1 修改委托交易:增加两个入参 MATCH_SEAT，MATCH_NUM。
3.3.20 增加意向申报行情查询 L0300057 附 1.1.14 意向委托类别：增加字典 YXWWLB 附 1.1.9 交易行为：增加意向委托交易行为 HB、HS、OB、OS、1B、1S 修改 3.3.19 ETF 股票篮交易的 PRICE_MSG 参数 Dll 模块 V 2.0.2.9 版本支持 修改 3.5.11 基金帐户开户 入参 CUST_INFO_FLAG 其固定值修改为：0 修改 3.2.4 客户信息查询 出参 USER_CODE 修改为：CUSTOMER 等参数 修改 3.3.7 委托查询： 修正出参 VALID_FLAG 备 注信息错误 修改 3.3.13 交割单和 3.3.14 对帐单：增加出 参 OTHER_FEE 修改 3.3.13 交割单查询： 增加出参“清算金额 SETT_AMT” 修改 3.3.14 对账单查询：增加备注信息说明 增加 3.4.5 转账查询：增加描述说明 修改 3.3.9 出参 MARKET 类型长度错误 修改 2.5.1 cscli2.ini 增加 log_path 项配置 添加 3.2.15 参数 SECU_CODE 的备注信息及说明 附 1.2.7 和附 1.2.11 的备注信息说明 修改 2.5 cscli2.ini 配置说明 增加了 error_log、au 两个配置项 调整 2.4 HelloWord 编程1.02Added1.03Modified2009-4-15马庆海1.03Modified2009-5-05马庆海Modified2009-5-11马庆海Modified2009-5-18马庆海Modified2009-5-25马庆海1.04Modified Modified Modified Modified Modified2009-6-03 2009-6-03 2009-6-03 2009-6-23 2009-7-23马庆海 马庆海 马庆海 马庆海 马庆海文档状态标识：C – CreatedA – AddedM – ModifiedD – Deleted-1-中信证券股份有限公司中信证券集中交易系统接口开发手册目录1. 说明.................................................................... - 5 2. CITICs_KCBPCli2 Api..................................................... - 6 API 一般调用流程 ............................................................................................................................... - 6 API 函数说明 ....................................................................................................................................... - 6 2.2.1. 初始化客户端句柄........................................................................................................................ - 6 2.2.2. 释放客户端句柄............................................................................................................................ - 7 2.2.3. 初始化程序模块............................................................................................................................ - 7 2.2.4. 连接到 KCXP/KCBP Server ......................................................................................................... - 7 2.2.5. 断开 KCXP/KCBP Server ............................................................................................................. - 7 2.2.6. 提交业务请求................................................................................................................................ - 8 2.2.7. 从结果集中依序获取一行作为当前行........................................................................................ - 8 2.2.8. 读取结果集当前行的某一列值（根据列名） ............................................................................ - 8 2.2.9. 读取错误代码和错误信息............................................................................................................ - 9 2.3. CITICs_KCBPCli2.H 头文件 .............................................................................................................. - 9 2.4. Hello Word！编程............................................................................................................................... - 11 2.5. cscli2.ini 设置说明 ............................................................................................................................. - 14 2.5.1. [cscli]域.................................................................................................................................. - 14 2.5.2. [KcxpServer]域......................................................................................................................... - 14 2.5.3. [author]域 ................................................................................................................................. - 15 2.1. 2.2.3. 业务功能描述 ........................................................... - 16 3.1. 业务数据综述....................................................................................................................................... - 16 3.1.1. 请求数据说明.............................................................................................................................. - 16 3.1.2. 特殊数据说明.............................................................................................................................. - 16 3.1.3. 所有业务固定标识...................................................................................................................... - 17 3.2. 帐号管理业务....................................................................................................................................... - 17 3.2.1. 客户登录（L0109101） ............................................................................................................. - 17 3.2.2. 修改帐号密码（L0102016） ..................................................................................................... - 18 3.2.3. 客户股东查询（L0301002） ..................................................................................................... - 19 3.2.4. 客户信息查询（L0106002） ..................................................................................................... - 19 3.2.5. 修改客户联系方式（L0102023） ............................................................................................. - 20 3.2.6. 设置客户风险等级（L0106097） ............................................................................................. - 21 3.2.7. 客户风险等级查询（L0106098） ............................................................................................. - 21 3.3. 股票交易业务....................................................................................................................................... - 22 3.3.1. 委托交易（L0303001） ............................................................................................................. - 22 3.3.2. 撤单委托（L0303002） ............................................................................................................. - 23 3.3.3. 取最大交易数量（L0303020） ................................................................................................. - 23 3.3.4. 重置成本（L0301014） ............................................................................................................. - 24 3.3.5. 资金查询（L0107011） ............................................................................................................. - 25 3.3.6. 股份查询（L0301022） ............................................................................................................. - 26 -2-中信证券股份有限公司中信证券集中交易系统接口开发手册 3.3.7. 委托查询（L0380205） ............................................................................................................. - 27 3.3.8. 成交查询（L0380305） ............................................................................................................. - 28 3.3.9. 当日委托汇总（L0380203） ..................................................................................................... - 29 3.3.10. 当日成交汇总（L0380303） ................................................................................................... - 30 3.3.11. 历史成交汇总（L0380463）.................................................................................................... - 31 3.3.12. 配号中签查询（L0380480） ................................................................................................... - 32 3.3.13. 交割单查询（L0380403） ....................................................................................................... - 32 3.3.14. 对帐单查询（L0380404） ....................................................................................................... - 33 3.3.15. 证券信息查询（L0300016） ................................................................................................... - 35 3.3.16. 权证信息查询（L0300080） ................................................................................................... - 36 3.3.17. 国债利息查询（L0300019） ................................................................................................... - 36 3.3.18. 成交增量查询（L0380307） ................................................................................................... - 37 3.3.19. ETF 股票篮交易（L0303600） ................................................................................................ - 38 3.3.20. 意向申报行情查询（L0300057） ........................................................................................... - 39 3.4. 银证转帐............................................................................................................................................... - 40 3.4.1. 银行转证券（L0204001） ......................................................................................................... - 40 3.4.2. 证券转银行（L0204002） ......................................................................................................... - 41 3.4.3. 银行余额查询（L0204004） ..................................................................................................... - 41 3.4.4. 转帐银行信息查询（L0204008） ............................................................................................. - 42 3.4.5. 银行转帐流水查询（L0204009） ............................................................................................. - 43 3.5. 开放基金............................................................................................................................................... - 43 3.5.1. 基金认购/申购（L0403001） .................................................................................................... - 43 3.5.2. 基金赎回/转换（L0403002） .................................................................................................... - 44 3.5.3. 设置分红方式（L0403005） ..................................................................................................... - 45 3.5.4. 基金撤单（L0403006） ............................................................................................................. - 46 3.5.5. 基金份额查询（L0403101） ..................................................................................................... - 46 3.5.6. 基金委托查询（L0403007） ..................................................................................................... - 47 3.5.7. 基金成交查询（L0406008） ..................................................................................................... - 48 3.5.8. 基金信息查询（L0400025） ..................................................................................................... - 50 3.5.9. 基金登记公司查询（L0400001） ............................................................................................. - 51 3.5.10. 基金帐户信息查询（L0401005） ........................................................................................... - 51 3.5.11. 基金帐户开户（L0401001）.................................................................................................... - 52 3.6. 融资融券............................................................................................................................................... - 53 3.6.1. 现金还款（L0360120） ............................................................................................................. - 53 3.6.2. 股份非交易过户（L0303012） ................................................................................................. - 54 3.6.3. 信用资产查询（L0360001） ..................................................................................................... - 54 3.6.4. 合约查询（L0360010） ............................................................................................................. - 56 3.6.5. 可融券信息查询（L0360002） ................................................................................................. - 57 3.6.6. 客户当前利率查询（L0360159） ............................................................................................. - 58 3.6.7. 客户利率信息列表查询（L0360169） ..................................................................................... - 58 3.6.8. 计算非交易过户数量（L0380006） ......................................................................................... - 59 3.6.9. 标的证券信息查询（L0306001） ............................................................................................. - 59 3.6.10. 普通交易柜台股东查询（L0360119）.................................................................................... - 61 -3-中信证券股份有限公司中信证券集中交易系统接口开发手册 3.6.11. 普通交易柜台股份查询（L0360411）.................................................................................... - 61 -附 1：数据字典 ............................................................ - 63 1.1. 固定数据字典....................................................................................................................................... - 63 1.1.1. 交易市场（MARKET）.................................................................................................................. - 63 1.1.2. 板块（BOARD/BOARDS）.............................................................................................................. - 63 1.1.3. 币种（CURRENCY）...................................................................................................................... - 63 1.1.4. 操作渠道（CHANNEL）................................................................................................................ - 63 1.1.5. 转帐业务说明（EXT_FUNC）...................................................................................................... - 64 1.1.6. 股东类别（EXT_CLS）................................................................................................................ - 64 1.1.7. 指定交易状态（BIND_STATUS）................................................................................................ - 64 1.1.8. 委托类别（ORDER_TYPE）.......................................................................................................... - 65 1.1.9. 交易行为（TRD_ID）.................................................................................................................. - 65 1.1.10. 证券状态（SECU_STATUS）...................................................................................................... - 67 1.1.11. 证券类别（SECU_CLS） ............................................................................................................ - 67 1.1.12. 权证类型（WARRANT_TYPE）.................................................................................................... - 68 1.1.13. 基金委托状态（ORDER_STATUS）............................................................................................ - 68 1.1.14. 意向委托类别（YXMMLB）........................................................................................................ - 68 1.2. 动态数据字典....................................................................................................................................... - 68 1.2.1. 分支信息（BRANCH）.................................................................................................................. - 69 1.2.2. 银行信息（EXT_INST）.............................................................................................................. - 69 1.2.3. 业务代码（BIZ_CODE）.............................................................................................................. - 69 1.2.4. 帐户状态（STATUS）.................................................................................................................. - 70 1.2.5. 客户类别（CUST_CLS）.............................................................................................................. - 70 1.2.6. 证件类型（ID_TYPE）................................................................................................................ - 71 1.2.7. 客户抗风险等级（RISK_GRADE）.............................................................................................. - 71 1.2.8. 基金状态（FUND_STATUS）........................................................................................................ - 71 1.2.9. 基金交易行为（TRD_ID）.......................................................................................................... - 72 1.2.10. 基金类型（FUND_SORT）.......................................................................................................... - 72 1.2.11. 基金风险等级（RISK_GRADE） ................................................................................................ - 73 --4-中信证券股份有限公司中信证券集中交易系统接口开发手册1. 说明中信证券集中交易系统接口 CITICs_KCBPCli2 适用与需要接入到集中交易系统的所有外围 客户端系统。
股票助手接口文档
目录一、香港股市列表 (2)二、美国股市列表 (3)三、深圳股市列表 (5)四、沪股列表 (6)五、沪深股市 (8)六、香港股市 (11)七、美国股市 (13)八、百度天气 ......................................................................................... 错误！未定义书签。
一、香港股市列表1.接口地址：:8080/finance/stock/hkall2.支持格式：json3.请求方式：get/post4.请求示例：:8080/finance/stock/hkall?key=您申请的KEY&page=1 请求参数说明返回参数说明JSON返回示例：{"error_code" : 0,"reason" : "SUCCESSED!","result" : {"totalCount" : "317","page" : "1","num" : "20","data" : [ {"symbol" : "00001","name" : "长和","engname" : "CHEUNG KONG","tradetype" : "EQTY","lasttrade" : "82.050","prevclose" : "83.350","open" : "83.000","high" : "83.000","low" : "81.850","volume" : "3919972","currentvolume" : "12000","amount" : "322563957","ticktime" : "2016-07-08 11:59:55","buy" : "82.050","sell" : "82.150","high_52week" : "116.800","low_52week" : "80.600","eps" : "30.720","dividend" : "2.550","stocks_sum" : "3859678500","pricechange" : "-1.300","changepercent" : "-1.5596881"}，...]}}二、美国股市列表1.接口地址：:8080/finance/stock/usaall2.支持格式：json3.请求方式：get/post4.请求示例：:8080/finance/stock/usaall?key=您申请的KEY&page=1 请求参数说明JSON返回示例：{"error_code" : 0,"reason" : "SUCCESSED!","result" : {"totalCount" : "8965","page" : "1","num" : "20","data" : [ {"cname" : "HSBC Holdings, plc. Perpetual Sub Cap Secs", "category" : null,"symbol" : "HSEA","price" : "27.00","diff" : "0.07","chg" : "0.26","preclose" : "26.93","open" : "26.87","high" : "27.07","low" : "26.87","amplitude" : "0.74%","volume" : "67734","mktcap" : "580930009842","market" : "NYSE"},...]}}三、深圳股市列表1.接口地址：:8080/finance/stock/szall2.支持格式：json3.请求方式：get/post4.请求示例：:8080/finance/stock/szall?key=您申请的APPKEY&page=1JSON返回示例：{"error_code": 0,"reason": "SUCCESSED!","result": {"totalCount": "1822","page": "1","num": "20","data": [{"symbol": "sz000001","name": "平安银行","trade": "8.960","pricechange": "0.020","changepercent": "0.224","buy": "8.960","sell": "8.970","settlement": "8.940","open": "8.950","high": "8.990","low": "8.910","volume": 243674,"amount": 218229439,"code": "000001","ticktime": "13:40:30"},...]}}四、沪股列表1.接口地址：:8080/finance/stock/shall2.支持格式：json3.请求方式：get/post4.请求示例：:8080/finance/stock/shall?key=您申请的KEY&page=1返回参数说明JSON返回示例：{"error_code": 0, "reason": "SUCCESSED!", "result": { "totalCount": "1116", "page": "1","num": "20", "data": [{ "symbol": "sh600000", "name": "浦发银行", "trade": "15.680", "pricechange": "-0.020", "changepercent": "-0.127", "buy": "15.680", "sell": "15.690", "settlement": "15.700", "open": "15.710", "high": "15.750", "low": "15.650", "volume": 89537, "amount": 140465568, "code": "600000","ticktime": "13:44:46"},...]}}五、沪深股市1.接口地址：:8080/finance/stock/hs2.支持格式：json3.请求方式：get4.请求示例：:8080/finance/stock/hs?gid=sh601009&key=您申请的APPKEY请求参数说明JSON返回示例：{"resultcode": "200", "reason": "SUCCESSED!", "result": [{"data": { "buyFive": "451800", "buyFivePri": "10.050", "buyFour": "211900", "buyFourPri": "10.060", "buyOne": "345301", "buyOnePri": "10.090", "buyThree": "90919", "buyThreePri": "10.070", "buyTwo": "50200", "buyTwoPri": "10.080", "competitivePri": "10.090", "date": "2016-07-15", "gid": "sh601009", "increPer": "0.50","increase": "0.050","name": "南京银行","nowPri": "10.100","reservePri": "10.100","sellFive": "231198","sellFivePri": "10.140","sellFour": "109115","sellFourPri": "10.130","sellOne": "468699","sellOnePri": "10.100","sellThree": "27216","sellThreePri": "10.120","sellTwo": "35400","sellTwoPri": "10.110","time": "14:10:14","todayMax": "10.170","todayMin": "10.030","todayStartPri": "10.040","traAmount": "157977741.000","traNumber": "156345","yestodEndPri": "10.050"},"dapandata": {"dot": "10.100","name": "南京银行","nowPic": "0.050","rate": "0.50","traAmount": "15798","traNumber": "156345"},"gopicture": {"minurl": "/newchart/min/n/sh601009.gif", "dayurl": "/newchart/daily/n/sh601009.gif", "weekurl": "/newchart/weekly/n/sh601009.gif", "monthurl": "/newchart/monthly/n/sh601009.gif"}}],"error_code": 0}六、香港股市1.接口地址：:8080/finance/stock/hk2.支持格式：json3.请求方式：get4.请求示例：:8080/finance/stock/hk?num=00001&key=您申请的APPKEY请求参数说明返回参数说明JSON返回示例：{"resultcode": "200","reason": "SUCCESSED!","result": [{"data": {"gid": "hk00001","ename": "CKH HOLDINGS","name": "长和","openpri": "86.950","formpri": "86.450","maxpri": "87.400","minpri": "86.100","lastestpri": "87.000","uppic": "0.550","limit": "0.636","inpic": "87.000","outpic": "87.050","traAmount": "375859081.900","traNumber": "4324747","priearn": "2.832","max52": "116.800","min52": "80.600","date": "2016/07/15","time": "14:43:35"},"gopicture": {"minurl": "/newchart/hk_stock/min/00001.gif", "dayurl": "/newchart/hk_stock/daily/00001.gif", "weekurl": "/newchart/hk_stock/weekly/00001.gif", "monthurl": "/newchart/hk_stock/monthly/00001.gif"},"hengsheng_data": {"date": "2016/07/15","formpri": "21561.059","lastestpri": "21593.779","limit": "0.150","max52": "25634.320","maxpri": "21739.209","min52": "18278.801","minpri": "21515.350","openpri": "21589.080","time": "14:43:44","traAmount": "54904135.744000","uppic": "32.720"}}],"error_code": 0}七、美国股市1.接口地址：:8080/finance/stock/usa2.支持格式：json3.请求方式：get4.请求示例：:8080/finance/stock/usa?gid=aapl&key=您申请的APPKEY请求参数说明返回参数说明JSON返回示例：{"resultcode": "200", "reason": "SUCCESSED!", "result": [{"data": {"gid": "aapl","name": "苹果", "lastestpri": "98.79", "openpri": "97.39", "formpri": "96.87", "maxpri": "98.99", "minpri": "97.32", "uppic": "1.92","limit": "1.98", "traAmount": "38918997", "avgTraNumber": "28355453", "markValue": "541369200000", "max52": "132.97","min52": "89.47", "EPS": "8.98", "priearn": "11.00","beta": "1.43","divident": "2.13","ROR": "2.20","capital": "5480000000","afterpic": "98.60","afterlimit": "-0.19","afteruppic": "-0.19","aftertime": "Jul 14 07:59PM EDT","ustime": "Jul 14 04:00PM EDT","chtime": "2016-07-15 08:19:31"},"gopicture": {"minurl": "/newchartv5/usstock/min/aapl.gif","min_weekpic": "/newchartv5/usstock/min_week/aapl.gif", "dayurl": "/newchartv5/usstock/daily/aapl.gif", "weekurl": "/newchartv5/usstock/weekly/aapl.gif", "monthurl": "/newchartv5/usstock/monthly/aapl.gif"}}],"error_code": 0}。
香港股市接口调用代码返回示例
香港股市接口调用代码返回示例香港股市接口调用代码返回示例，实现股票编号、股票名称、今日开盘价、前收盘价、最高价、最低价、最新价、涨跌、涨跌幅、买入价、卖出价、成交额、成交量、市盈率等等查询。
接口名称：香港股市接口接口平台：聚合数据接口地址：:8080/finance/stock/hk支持格式：JSON请求方式：GET请求示例：:8080/finance/stock/hk?num=00001&key=您申请的APPKEY香港股市接口调用代码JSON返回示例：{"resultcode":"200",/*返回码，200:正常*/"reason":"SUCCESSED!","result":[{"data":{"gid":"hk00001", /*股票编号*/"ename":"CHEUNG KONG", /*股票英文简称*/"name":"长江实业", /*股票名称*/"openpri":"119.600", /*今日开盘价*/"formpri":"119.200", /*前收盘价*/"maxpri":"120.600", /*最高价*/"minpri":"119.600", /*最低价*/"lastestpri":"119.800", /*最新价*/"uppic":"0.600", /*涨跌*/"limit":"0.503", /*涨跌幅%*/"inpic":"119.700", /*买入价*/"outpic":"119.900", /*卖出价*/"traAmount":"121700502", /*成交额（元）*/"traNumber":"1014242", /*成交量（股）*/"priearn":"6.025", /*市盈率*/"max52":"132.700", /*52周最高*/"min52":"86.000", /*52周最低*/"date":"2013/03/12", /*日期*/"time":"11:19:12" /*更新时间*/},"gopicture":{"minurl":"/newchart/hk_stock/min/00001.gif",/*分时K线*/"dayurl":"/newchart/hk_stock/daily/00001.gif",/*日K线图*/"weekurl":"/newchart/hk_stock/weekly/00001.gif",/*周K线图*/"monthurl":"/newchart/hk_stock/monthly/00001.gif"/*月K线图*/},"hengsheng_data": {/*恒生指数*/"date":"2014/05/12",//日期"formpri":"21862.99",//前收盘价"lastestpri":"22220.65",//最新价"limit":"1.64",//涨跌幅%"max52":"24111.55",//52周最高"maxpri":"22250.28",//最高价"min52":"0.00",//52周最低"minpri":"21796.90",//最低价"openpri":"21921.59",//开盘价"time":"11:44:00",//时间"traAmount":"31524616000",//成交额"uppic":"357.66"//涨跌额}}]}。
股票交易sdk接口源码分享
股票交易sdk接口源码分享相信大家应该都已经大概了解什么是股票交易接口了，但其实，股票交易接口还能继续细分，其中有一种就是sdk接口，那到底什么是股票交易sdk的源码是怎样的呢？import AlgoPlus as apdef stock_on_event(event_id, field, islast, error_id, error_msg): field = ap.decode_ctp_event_field(event_id, field)print(f"-------")print(f"on_event -> EventID:{event_id},LastFlag:{islast},ErrorID:{error_id},ErrorMsg:{err or_msg}")print(f"on_event -> Content: {field}")print(f"-------")@ap.ap_marketdata_callback_wrapsdef stock_on_marketdata_event(data):print(f"-------")print(f"on_marketdata -> {data}")print(f"-------")@ap.ap_order_callback_wrapsdef stock_on_order_event(event_id, order, position, cash):print(f"-------")print(f"on_order -> EventID:{event_id},UsableCash:{cash}")print(f"on_order -> {order}")print(f"on_order -> {position}")print(f"-------")def stock_on_loop():global counterglobal standard_listglobal traderglobal last_ordercounter += 1if counter == 1:ap.cancelOrderAll(trader)print(f"-------")print(f"loop:{counter} -> cancelOrderAll")print(f"-------")elif counter == 100:print(f"-------")for item in standard_list:order = ap.buy(trader, item, 100, ap.ENUM_OrderType_FrontierLimitAndWait, 0)if order is not None:print(f"loop:{counter} -> buy UpperLimitPrice -> ErrorID:{order.ErrorID},StandardID:{item},Volume:{100},Price:{ord er.OriginalPrice}")print(f"-------")elif counter == 150:print(f"-------")for item in standard_list:order = ap.buy(trader, item, 100, ap.ENUM_OrderType_HomeBestLimitAndWait, 0)if order is not None:print(f"loop:{counter} -> buy HomeBestPrice -> ErrorID:{order.ErrorID},StandardID:{item},Volume:{100},Price:{ord er.OriginalPrice}")if order.ErrorID == 0:last_order = orderprint(f"-------")elif counter == 200:if last_order is not None:ap.cancelOrder(trader, last_order.OrderID)print(f"-------")print(f"loop:{counter} -> cancelOrder last_order -> StandardID:{last_order.StandardID}")print(f"-------")elif counter == 250:ap.cancelOrderAll(trader)print(f"-------")print(f"loop:{counter} -> cancelOrderAll")print(f"-------")if __name__ == '__main__':login = ap.CAPLoginField()login.License = ""erType = ap.ENUM_UserType_NSIGHTStockerID = ""login.InvestorID = ""login.Password = ""login.TraderFront = "tcp://210.14.72.15:4400"login.MdFront = "tcp://210.14.72.15:4402"login.ConnectTimeout = 0login.TaskExecuteGap = ap.MICROSECONDS_IN_SECOND * 2 login.BasePath = "./"last_order = Nonecounter = 0standard_list = ["600000", "000001", "300001"]trader = ap.init(0, login, stock_on_marketdata_event, stock_on_order_event, stock_on_event, stock_on_loop) if trader is not None:ap.subscribe(trader, standard_list)ap.loop()else:init_error_id = ap.getInitError()print(f"init_error -> InitErrorID:{init_error_id}")大家要记住，办法总会比困难多，如果大家想做量化交易，但又不知道如何下手，那学习投资就一定是第一步，接着就是如何设计交易接口，希望大家也可以早日成功，达到自己的目标吧。
上海证券交易所LDDS系统股票期权行情接口说明书(1.0.0)
4. 消息说明
4.1 静态文件
静态文件 reff03MMDD.txt 开市前 8:30 准备就绪， 静态文件 clpr03MMDD.txt
4
上海证券交易所 LDDS 系统股票期权行情接口说明书
1.0.0
闭市后 16:15 就绪。 如果需要获取静态数据 reff03MMDD.txt 和 clpr03MMDD.txt ，可以使用 Rebuild 方式获取。具体获取方式可参考《上海证券交易所 LDDS 系统静态数据 接口说明书》 。 期权行情静态文件的具体内容可参见《IS113 上海证券交易所股票期权市场 参与者接口规格说明书》中的期权基础信息 reff03MMDD.txt 及期权收盘价格文 件 clpr03MMDD.txt。 特别注意的是， 当日结算价需要从期权收盘价格文件 clpr03MMDD.txt 获取。
N
Amt
成交金额，单位：元 当产品代码为债券（国债、企债、 可转债）时，由于债券交易的数量 以手为单位，成交金额为该债券每 笔成交的价格*数量*10 的总和； 当产品代码为席位质押式国债回购 代码 201***、 席位质押式企业债回 购代码 202***以及账户质押式国 债回购代码 204***时， 成交金额为 100*成交数量*10； 当产品代码为买断式国债回购代码 203***时，成交金额为其基础产品 昨日收盘价*成交数量*10； 对于指数行情数据，表示参与计算 相应指数的成交金额，单位均为人 民币元。
8
上海证券交易所 LDDS 系统股票期权行情接口说明书
1.0.0 股票为股，基金为份，债券与回购 为手，权证为 100 份；对于指数行 情数据，表示参与计算相应指数的 交易数量，股票的指数交易数量单 位是 100 股，基金指数的交易数量 单位是 100 份，债券指数的交易数 量单位是手。
证券账户交易FIX_API接口使用规范说明文档
方正FIX统一金融接入平台接口规范公司名称方正证券股份有限公司文档编号文档名称FIX网关接入说明文档版本 1.0起草起草日期2014年2月14日审批审批日期修订历史版本号日期状态修订人摘要1.02014年2月17日C郭光煜,张昊天增加了使用Demo的附录1.12014年8月7日A郭光煜增加银证转账，资金调拨加密，行情接口状态标识：C–Created A-Added M-Modified D-Deleted说明:该文档所说明的FIX Demo是在Linux Ubuntu12.04版本运行的Eclipse IDE for C/C++ developer环境下运行测试.2目录第一章.FIX网关介绍 (6)第二章.FIX网关接口说明 (7)2.1FIX版本 (7)2.2连接模式 (7)2.3会话控制 (7)2.4帐户模式 (7)第三章.消息格式说明 (8)3.1会话层消息 (8)3.1.1.登录请求(A) (8)3.1.2.登录应答(A) (10)3.1.3.注销请求(5) (11)3.1.4.注销应答(5) (12)3.1.5.心跳包请求(0) (12)3.1.6.心跳包应答(0) (12)3.1.7.会话拒绝(3) (13)3.1.8.重发请求(2) (13)3.1.9.序号重置(4) (14)3.1.10.心跳测试(1) (14)3.2应用层消息 (15)3.2.1.交易类消息 (15)3.2.1.1单笔委托(D) (15)3.2.1.2委托确认，New(8) (19)3.2.1.3委托拒绝，Reject(8) (20)33.2.1.4执行回报(8) (21)3.2.1.5撤单请求(F) (22)3.2.1.6撤单确认，PendingCancel(8) (23)3.2.1.7撤单拒绝(9) (24)3.2.1.8撤单回报，Cancel(8) (25)3.2.1.9委托状态查询请求(H) (26)3.2.1.10委托状态查询应答(8) (27)3.2.1.11组合委托(COD) (29)3.2.1.12组合委托确认，New(8) (32)3.2.1.13组合委托拒绝，Reject(8) (34)3.2.1.14组合执行回报(8) (35)3.2.1.15组合撤单请求(COF) (36)3.2.1.16组合撤单确认，PendingCancel(8) (37)3.2.1.17组合撤单拒绝(9) (39)3.2.1.18组合撤单回报，Cancel(8) (40)3.2.1.19组合委托查询请求(COH) (41)3.2.1.20组合委托查询应答(8) (42)3.2.1.21批量委托(POD) (43)3.2.1.22批量委托确认，New(8) (45)3.2.1.23批量委托拒绝，Reject(8) (46)3.2.1.24批量执行回报(8) (47)3.2.2头寸查询类消息 (49)3.2.2.1资金股份查询(UAN) (49)3.2.2.2资金股份查询回报(UAP) (49)3.2.2.3资金流水查询请求(UAN) (52)43.2.2.4资金流水查询应答(UAP) (52)3.2.2.5银证转账查询请求(UAN) (55)3.2.2.6银证转账查询应答(UAP) (56)3.2.3头寸变更类消息 (58)3.2.3.1银证转账/银行余额业务流程说明 (58)3.2.2.7银证转账/银行余额请求(UAL) (58)3.2.3.2银证转账/银行余额应答(UAM) (60)3.2.3.3资金调拨请求(UAL) (61)3.2.3.4资金调拨应答(UAM) (62)3.2.3.5股份调拨请求(UAL) (63)3.2.3.6股份调拨应答(UAM) (64)附录：测试Demo使用说明 (66)5第一章.FIX网关介绍方正证券的FIX网关主要是为其交易系统提供FIX协议接入。
股票数据格式文档-适用于股票软件开发人员
股票数据格式文档
பைடு நூலகம்
更新日期: 网站: 作者: 版本号：
2008 年 9 月 25 日 alantop 1.00
股票数据格式文档.................................................................................................................................1 大智慧新一代 2.08.07.0907 日线数据格式 ......................................................................2 大智慧版块数据格式 ....................................................................................................................4 大智慧日 K 线的数据结构........................................
上证所 历史数据接口说明书
上海证券交易所历史数据接口说明书文档状态[]初稿[]评审通过[]修改[√]发布[]作废文档标识历史数据接口说明书当前版本 1.1.1（技术开发稿）作者市场数据部发布者上证所信息网络有限公司完成日期2022/11/02文档变动说明1.数据说明上交所行情历史数据提供与证券行情相关的历史数据服务。
从行情品种来看，包括Level-1行情、Level-2行情及股票期权历史数据。
从数据内容来看，包括快照类数据、逐笔类数据及K线数据，其中快照类数据包括开盘集合竞价数据、行情快照数据、盘后固定价格交易行情快照，逐笔类数据包括竞价逐笔成交数据、竞价逐笔委托数据、盘后固定价格交易逐笔成交数据和债券逐笔类数据，K线数据包括分钟K线和日K线数据。
2.文件格式文件采用CSV格式，每个字段间用“,”（英文半角）分割，使用UTF-8字符集，换行符使用“0x0A”。
3.数据内容不同行情品种提供的历史数据种类有所差异，具体见表3-1所示。
表3-1行情品种和数据种类对照表品种行情快照逐笔成交逐笔委托日K线分钟K线Level-1行情√√√Level-2行情√√√√√股票期权行情√√√3.1Level-1行情Level-1行情包括快照类数据和K线数据。
3.1.1快照类数据Level-1快照类数据包括行情快照和盘后固定价格交易行情快照。
3.1.1.1行情快照Level-1行情快照数据的快照间隔为3秒或5秒（其中，部分指数快照间隔为5秒，个股及部分指数快照间隔为3秒，相邻快照如果完全相同就保留第一幅），将全天所有证券的快照保存在同一个文件中。
需要注意的是，集合竞价数据包含在Level-1行情快照中。
Level-1行情快照数据的存储目录及文件名为sh1\yyyymmdd\Snapshot.csv，具体内容详见表3-2。
表3-2Level-1行情快照数据内容表NumTrades成交笔数NUMBERIOPV净值估值NUMBER(3)从20221104日开始为NUMBER(5)从20221104日开始，该值表示为5位精度NAV净资产价值NUMBER(3)PhaseCode交易时段STRING该字段为8位字符串，左起每位表示特定的含义，无定义则填空格。
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目录一、香港股市列表 (2)二、美国股市列表 (3)三、深圳股市列表 (5)四、沪股列表 (6)五、沪深股市 (8)六、香港股市 (11)七、美国股市 (13)八、百度天气 ......................................................................................... 错误！未定义书签。
一、香港股市列表1.接口地址：:8080/finance/stock/hkall2.支持格式：json3.请求方式：get/post4.请求示例：:8080/finance/stock/hkall?key=您申请的KEY&page=1 请求参数说明返回参数说明JSON返回示例：{"error_code" : 0,"reason" : "SUCCESSED!","result" : {"totalCount" : "317","page" : "1","num" : "20","data" : [ {"symbol" : "00001","name" : "长和","engname" : "CHEUNG KONG","tradetype" : "EQTY","lasttrade" : "82.050","prevclose" : "83.350","open" : "83.000","high" : "83.000","low" : "81.850","volume" : "3919972","currentvolume" : "12000","amount" : "322563957","ticktime" : "2016-07-08 11:59:55","buy" : "82.050","sell" : "82.150","high_52week" : "116.800","low_52week" : "80.600","eps" : "30.720","dividend" : "2.550","stocks_sum" : "3859678500","pricechange" : "-1.300","changepercent" : "-1.5596881"}，...]}}二、美国股市列表1.接口地址：:8080/finance/stock/usaall2.支持格式：json3.请求方式：get/post4.请求示例：:8080/finance/stock/usaall?key=您申请的KEY&page=1 请求参数说明JSON返回示例：{"error_code" : 0,"reason" : "SUCCESSED!","result" : {"totalCount" : "8965","page" : "1","num" : "20","data" : [ {"cname" : "HSBC Holdings, plc. Perpetual Sub Cap Secs", "category" : null,"symbol" : "HSEA","price" : "27.00","diff" : "0.07","chg" : "0.26","preclose" : "26.93","open" : "26.87","high" : "27.07","low" : "26.87","amplitude" : "0.74%","volume" : "67734","mktcap" : "580930009842","market" : "NYSE"},...]}}三、深圳股市列表1.接口地址：:8080/finance/stock/szall2.支持格式：json3.请求方式：get/post4.请求示例：:8080/finance/stock/szall?key=您申请的APPKEY&page=1JSON返回示例：{"error_code": 0,"reason": "SUCCESSED!","result": {"totalCount": "1822","page": "1","num": "20","data": [{"symbol": "sz000001","name": "平安银行","trade": "8.960","pricechange": "0.020","changepercent": "0.224","buy": "8.960","sell": "8.970","settlement": "8.940","open": "8.950","high": "8.990","low": "8.910","volume": 243674,"amount": 218229439,"code": "000001","ticktime": "13:40:30"},...]}}四、沪股列表1.接口地址：:8080/finance/stock/shall2.支持格式：json3.请求方式：get/post4.请求示例：:8080/finance/stock/shall?key=您申请的KEY&page=1返回参数说明JSON返回示例：{"error_code": 0, "reason": "SUCCESSED!", "result": { "totalCount": "1116", "page": "1","num": "20", "data": [{ "symbol": "sh600000", "name": "浦发银行", "trade": "15.680", "pricechange": "-0.020", "changepercent": "-0.127", "buy": "15.680", "sell": "15.690", "settlement": "15.700", "open": "15.710", "high": "15.750", "low": "15.650", "volume": 89537, "amount": 140465568, "code": "600000","ticktime": "13:44:46"},...]}}五、沪深股市1.接口地址：:8080/finance/stock/hs2.支持格式：json3.请求方式：get4.请求示例：:8080/finance/stock/hs?gid=sh601009&key=您申请的APPKEY请求参数说明JSON返回示例：{"resultcode": "200", "reason": "SUCCESSED!", "result": [{"data": { "buyFive": "451800", "buyFivePri": "10.050", "buyFour": "211900", "buyFourPri": "10.060", "buyOne": "345301", "buyOnePri": "10.090", "buyThree": "90919", "buyThreePri": "10.070", "buyTwo": "50200", "buyTwoPri": "10.080", "competitivePri": "10.090", "date": "2016-07-15", "gid": "sh601009", "increPer": "0.50","increase": "0.050","name": "南京银行","nowPri": "10.100","reservePri": "10.100","sellFive": "231198","sellFivePri": "10.140","sellFour": "109115","sellFourPri": "10.130","sellOne": "468699","sellOnePri": "10.100","sellThree": "27216","sellThreePri": "10.120","sellTwo": "35400","sellTwoPri": "10.110","time": "14:10:14","todayMax": "10.170","todayMin": "10.030","todayStartPri": "10.040","traAmount": "157977741.000","traNumber": "156345","yestodEndPri": "10.050"},"dapandata": {"dot": "10.100","name": "南京银行","nowPic": "0.050","rate": "0.50","traAmount": "15798","traNumber": "156345"},"gopicture": {"minurl": "/newchart/min/n/sh601009.gif", "dayurl": "/newchart/daily/n/sh601009.gif", "weekurl": "/newchart/weekly/n/sh601009.gif", "monthurl": "/newchart/monthly/n/sh601009.gif"}}],"error_code": 0}六、香港股市1.接口地址：:8080/finance/stock/hk2.支持格式：json3.请求方式：get4.请求示例：:8080/finance/stock/hk?num=00001&key=您申请的APPKEY请求参数说明返回参数说明JSON返回示例：{"resultcode": "200","reason": "SUCCESSED!","result": [{"data": {"gid": "hk00001","ename": "CKH HOLDINGS","name": "长和","openpri": "86.950","formpri": "86.450","maxpri": "87.400","minpri": "86.100","lastestpri": "87.000","uppic": "0.550","limit": "0.636","inpic": "87.000","outpic": "87.050","traAmount": "375859081.900","traNumber": "4324747","priearn": "2.832","max52": "116.800","min52": "80.600","date": "2016/07/15","time": "14:43:35"},"gopicture": {"minurl": "/newchart/hk_stock/min/00001.gif", "dayurl": "/newchart/hk_stock/daily/00001.gif", "weekurl": "/newchart/hk_stock/weekly/00001.gif", "monthurl": "/newchart/hk_stock/monthly/00001.gif"},"hengsheng_data": {"date": "2016/07/15","formpri": "21561.059","lastestpri": "21593.779","limit": "0.150","max52": "25634.320","maxpri": "21739.209","min52": "18278.801","minpri": "21515.350","openpri": "21589.080","time": "14:43:44","traAmount": "54904135.744000","uppic": "32.720"}}],"error_code": 0}七、美国股市1.接口地址：:8080/finance/stock/usa2.支持格式：json3.请求方式：get4.请求示例：:8080/finance/stock/usa?gid=aapl&key=您申请的APPKEY请求参数说明返回参数说明JSON返回示例：{"resultcode": "200", "reason": "SUCCESSED!", "result": [{"data": {"gid": "aapl","name": "苹果", "lastestpri": "98.79", "openpri": "97.39", "formpri": "96.87", "maxpri": "98.99", "minpri": "97.32", "uppic": "1.92","limit": "1.98", "traAmount": "38918997", "avgTraNumber": "28355453", "markValue": "541369200000", "max52": "132.97","min52": "89.47", "EPS": "8.98", "priearn": "11.00","beta": "1.43","divident": "2.13","ROR": "2.20","capital": "5480000000","afterpic": "98.60","afterlimit": "-0.19","afteruppic": "-0.19","aftertime": "Jul 14 07:59PM EDT","ustime": "Jul 14 04:00PM EDT","chtime": "2016-07-15 08:19:31"},"gopicture": {"minurl": "/newchartv5/usstock/min/aapl.gif","min_weekpic": "/newchartv5/usstock/min_week/aapl.gif", "dayurl": "/newchartv5/usstock/daily/aapl.gif", "weekurl": "/newchartv5/usstock/weekly/aapl.gif", "monthurl": "/newchartv5/usstock/monthly/aapl.gif"}}],"error_code": 0}。